Stock market linkages in emerging markets: Implications for international portfolio diversification

Journal of International Financial Markets, Institutions and Money

Volumn 15, Issue 2, 2005, Pages 91-106

  Phylaktis, Kate ^a   Ravazzolo, Fabiola ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b EUROPEAN CENTRAL BANK   (Germany)

Author keywords

Capital market linkages; Common stochastic trends; Emerging markets; International portfolio diversification

Indexed keywords

EID: 15844424507     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2004.03.001     Document Type: Article

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